Hypothetical capital of CCP

Reference date:

March 31, 2021

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1 000 000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

21.78

611.20

89.04

44.98

C-factor

0.41%

8.42%

3.65%

2.96%

DFCM

2 880.00

2 255.00

940.00

520.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB